CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 05-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9010 |
0.8979 |
-0.0031 |
-0.3% |
0.8995 |
| High |
0.9030 |
0.8984 |
-0.0046 |
-0.5% |
0.9044 |
| Low |
0.8973 |
0.8954 |
-0.0019 |
-0.2% |
0.8953 |
| Close |
0.8978 |
0.8974 |
-0.0004 |
0.0% |
0.9017 |
| Range |
0.0057 |
0.0030 |
-0.0028 |
-48.2% |
0.0091 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
146,056 |
111,797 |
-34,259 |
-23.5% |
446,715 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9059 |
0.9046 |
0.8990 |
|
| R3 |
0.9030 |
0.9017 |
0.8982 |
|
| R2 |
0.9000 |
0.9000 |
0.8979 |
|
| R1 |
0.8987 |
0.8987 |
0.8977 |
0.8979 |
| PP |
0.8971 |
0.8971 |
0.8971 |
0.8966 |
| S1 |
0.8958 |
0.8958 |
0.8971 |
0.8949 |
| S2 |
0.8941 |
0.8941 |
0.8969 |
|
| S3 |
0.8912 |
0.8928 |
0.8966 |
|
| S4 |
0.8882 |
0.8899 |
0.8958 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9277 |
0.9238 |
0.9067 |
|
| R3 |
0.9186 |
0.9147 |
0.9042 |
|
| R2 |
0.9095 |
0.9095 |
0.9034 |
|
| R1 |
0.9056 |
0.9056 |
0.9025 |
0.9076 |
| PP |
0.9004 |
0.9004 |
0.9004 |
0.9014 |
| S1 |
0.8965 |
0.8965 |
0.9009 |
0.8985 |
| S2 |
0.8913 |
0.8913 |
0.9000 |
|
| S3 |
0.8822 |
0.8874 |
0.8992 |
|
| S4 |
0.8731 |
0.8783 |
0.8967 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9044 |
0.8953 |
0.0091 |
1.0% |
0.0049 |
0.5% |
24% |
False |
False |
114,429 |
| 10 |
0.9104 |
0.8953 |
0.0152 |
1.7% |
0.0046 |
0.5% |
14% |
False |
False |
100,207 |
| 20 |
0.9127 |
0.8953 |
0.0174 |
1.9% |
0.0053 |
0.6% |
12% |
False |
False |
111,500 |
| 40 |
0.9127 |
0.8868 |
0.0259 |
2.9% |
0.0055 |
0.6% |
41% |
False |
False |
120,215 |
| 60 |
0.9198 |
0.8868 |
0.0331 |
3.7% |
0.0054 |
0.6% |
32% |
False |
False |
119,401 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0055 |
0.6% |
24% |
False |
False |
90,706 |
| 100 |
0.9452 |
0.8868 |
0.0584 |
6.5% |
0.0052 |
0.6% |
18% |
False |
False |
72,587 |
| 120 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
13% |
False |
False |
60,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9109 |
|
2.618 |
0.9061 |
|
1.618 |
0.9031 |
|
1.000 |
0.9013 |
|
0.618 |
0.9002 |
|
HIGH |
0.8984 |
|
0.618 |
0.8972 |
|
0.500 |
0.8969 |
|
0.382 |
0.8965 |
|
LOW |
0.8954 |
|
0.618 |
0.8936 |
|
1.000 |
0.8925 |
|
1.618 |
0.8906 |
|
2.618 |
0.8877 |
|
4.250 |
0.8829 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8972 |
0.8999 |
| PP |
0.8971 |
0.8991 |
| S1 |
0.8969 |
0.8982 |
|